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In Masters of Sex (one of Parade‘s picks for fall’s top 10 new shows), Michael Sheen (The Queen, Frost/Nixon) and Lizzy Caplan (True Blood, New Girl) star as Dr. William Masters and Virginia Johnson whose pioneering research into human sexual response (including laboratory observation) produced two best sellers. (Showtime, premieres Sept. 29)

How much did you know about Masters and Johnson going in?Sheen: Absolutely nothing. Maybe it’s because I’m British, maybe it’s my generation, but I had never heard of them before. I’d only heard of Alfred Kinsey [another sex researcher] because of the film [starring Liam Neeson]. And now, knowing about them, I go, why doesn’t everybody know about them? We owe them so much—or at least, they’ve influenced so much.

As filming on the season progressed, did your actors’ attitudes toward the nudity and sex scenes change?I think early on you don’t know people yet, you’re not as comfortable with everyone, so you’re very self-conscious. You’re trying very hard to treat things like they’re normal when clearly they’re not. Later on, it has become normal, and sometimes you’ve gotten so comfortable with everyone that you just laugh at each other, at the absurdity of doing something vaguely sexual with someone who now feels like your sister. But yeah, I took my role as lead actor in the show very seriously and made sure that people felt comfortable with the nudity, that they didn’t feel they were being taken advantage of.

Unlike the sex scenes on some cable shows, which can seem gratuitous, the ones on your show are there to serve the story.Obviously sex plays a large part in the show. The most important thing is for the audience to relate to [those scenes] as something they’re on the inside of looking out, rather than being on the outside looking in. Rather than it being titillating or idealized, it should be something they can relate to. It’s not that [the story] stops and there’s a sex scene, then we go back to the story; the story is being told through the sex scene. Like the songs in the best musicals, they’re advancing the story. That’s what we’re aiming towards.

What is the chemistry like between you and Lizzy Caplan?If I could go back now to before we started, I would be much more scared about how badly wrong it can go if you don’t have chemistry with a person. I didn’t think about that really, which seems ridiculous now. So much of the engine of this story is about not only how compelling the audience will find [our characters] as individuals, but also the dynamic between them. We got on very well from the very beginning. She has no filters, she just kind of says stuff and is very open about things. She’s very funny and we immediately connected in that way. We egg each other on and tell each other off and help and support each other. I can’t imagine how you would do it any other way.